CME Euro FX (E) Future June 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 1.1199 1.1143 -0.0056 -0.5% 1.1270
High 1.1206 1.1150 -0.0056 -0.5% 1.1319
Low 1.1176 1.1143 -0.0033 -0.3% 1.1129
Close 1.1176 1.1150 -0.0026 -0.2% 1.1204
Range 0.0031 0.0007 -0.0024 -77.0% 0.0190
ATR
Volume 29 3 -26 -89.7% 71
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 1.1169 1.1166 1.1154
R3 1.1162 1.1159 1.1152
R2 1.1155 1.1155 1.1151
R1 1.1152 1.1152 1.1151 1.1154
PP 1.1148 1.1148 1.1148 1.1148
S1 1.1145 1.1145 1.1149 1.1147
S2 1.1141 1.1141 1.1149
S3 1.1134 1.1138 1.1148
S4 1.1127 1.1131 1.1146
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 1.1786 1.1684 1.1308
R3 1.1596 1.1495 1.1256
R2 1.1407 1.1407 1.1238
R1 1.1305 1.1305 1.1221 1.1261
PP 1.1217 1.1217 1.1217 1.1195
S1 1.1116 1.1116 1.1186 1.1072
S2 1.1028 1.1028 1.1169
S3 1.0838 1.0926 1.1151
S4 1.0649 1.0737 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1319 1.1129 0.0190 1.7% 0.0068 0.6% 11% False False 18
10 1.1408 1.1129 0.0279 2.5% 0.0053 0.5% 8% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1180
2.618 1.1168
1.618 1.1161
1.000 1.1157
0.618 1.1154
HIGH 1.1150
0.618 1.1147
0.500 1.1147
0.382 1.1146
LOW 1.1143
0.618 1.1139
1.000 1.1136
1.618 1.1132
2.618 1.1125
4.250 1.1113
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 1.1149 1.1178
PP 1.1148 1.1168
S1 1.1147 1.1159

These figures are updated between 7pm and 10pm EST after a trading day.

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